在R中,有一个数据集data5_5,列名分别为:year maize_price maize_yield wages pig_price pig_yield,请用代码完成以下内容:(1)分析这几个序列的平稳性;(2)对非平稳序列找到适当的差分阶数实现差分后平稳;(3)选择适当的模型拟合这几个序列的发展,并做10年期序列预测;(4)绘制拟合与预测效果图
时间: 2024-03-04 21:48:03 浏览: 66
好的,我知道了,以下是代码实现:
(1)平稳性检验:
```R
library(tseries)
adf.test(data5_5$maize_price)
adf.test(data5_5$maize_yield)
adf.test(data5_5$wages)
adf.test(data5_5$pig_price)
adf.test(data5_5$pig_yield)
```
(2)差分实现平稳:
```R
diff_maize_price <- diff(data5_5$maize_price)
diff_maize_yield <- diff(data5_5$maize_yield)
diff_wages <- diff(data5_5$wages)
diff_pig_price <- diff(data5_5$pig_price)
diff_pig_yield <- diff(data5_5$pig_yield)
```
(3)选择模型并预测:
```R
library(forecast)
fit_maize_price <- auto.arima(data5_5$maize_price, ic="aic")
fit_maize_yield <- auto.arima(data5_5$maize_yield, ic="aic")
fit_wages <- auto.arima(data5_5$wages, ic="aic")
fit_pig_price <- auto.arima(data5_5$pig_price, ic="aic")
fit_pig_yield <- auto.arima(data5_5$pig_yield, ic="aic")
forecast_maize_price <- forecast(fit_maize_price, h=10)
forecast_maize_yield <- forecast(fit_maize_yield, h=10)
forecast_wages <- forecast(fit_wages, h=10)
forecast_pig_price <- forecast(fit_pig_price, h=10)
forecast_pig_yield <- forecast(fit_pig_yield, h=10)
```
(4)绘图:
```R
par(mfrow=c(2,3))
plot(fit_maize_price, main="Maize Price")
lines(forecast_maize_price$mean, col="blue")
plot(fit_maize_yield, main="Maize Yield")
lines(forecast_maize_yield$mean, col="blue")
plot(fit_wages, main="Wages")
lines(forecast_wages$mean, col="blue")
plot(fit_pig_price, main="Pig Price")
lines(forecast_pig_price$mean, col="blue")
plot(fit_pig_yield, main="Pig Yield")
lines(forecast_pig_yield$mean, col="blue")
```
注意,以上代码仅供参考,具体实现需要根据数据集的实际情况进行调整。
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